Commentary, Methodology

2/18/21 Signals xCC/y1>t1 – High Dimensionality

A 39 day lookback is used today, a month is generally 21 trade days. Note the ,07 median natural log return for the period. Win rates are quite good when they approach 60%. Note DIA wCC at 69%. IWM, IJH, and IJR are over 70% wCO. I pulled my pending SA article, figuring I can… Continue reading 2/18/21 Signals xCC/y1>t1 – High Dimensionality